Economic momentum and currency returns-Reference-Cited by-同舟云学术

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Economic momentum and currency returns

Published:2020-04 Issue:1 Volume:136 Page:152-167
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Dahlquist Magnus,Hasseltoft Henrik

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference66 articles.

1. Micro effects of macro announcements: real-time price discovery in foreign exchange;Andersen;Am. Econ. Rev.,2003

2. Real-time price discovery in global stock, bond and foreign exchange markets;Andersen;J. Int. Econ.,2007

3. A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables;Ang;J. Monet. Econ.,2003

4. Value and momentum everywhere;Asness;J. Financ.,2013

5. Infrequent portfolio decisions: a solution to the forward discount puzzle;Bacchetta;Am. Econ. Rev.,2010

Cited by 44 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Cross-momentum strategies in the equity futures and currency markets;Journal of International Money and Finance;2024-10

2. Macroeconomic momentum and cross-sectional equity market indices;Journal of International Financial Markets, Institutions and Money;2024-04

3. Oil Strikes Back: Trend Factors and Exchange Rates;Journal of Money, Credit and Banking;2024-03-25

4. Are consensus FX forecasts valuable for investors?;International Journal of Forecasting;2024-01

5. Bonds, currencies and expectational errors;Journal of Economic Dynamics and Control;2024-01

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